Aequationes mathematicae

, Volume 86, Issue 1–2, pp 91–98

Remarks on strongly convex stochastic processes

Open Access
Article

Abstract

Strongly convex stochastic processes are introduced. Some well-known results concerning convex functions, like the Hermite–Hadamard inequality, Jensen inequality, Kuhn theorem and Bernstein–Doetsch theorem are extended to strongly convex stochastic processes.

Mathematics Subject Classification (1991)

Primary 26A51 Secondary 26D15 39B62 60G99 

Keywords

Strongly convex stochastic process Hermite–Hadamard inequality Jensen inequality Bernstein-Doetsch theorem Kuhn theorem mean-square integral 

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Copyright information

© The Author(s) 2012

Authors and Affiliations

  1. 1.Department of Mathematics and Computer ScienceUniversity of Bielsko–BiałaBielsko–BiałaPoland

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